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PEX vs. TYD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PEX and TYD is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

PEX vs. TYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Global Listed Private Equity ETF (PEX) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
111.57%
-22.73%
PEX
TYD

Key characteristics

Sharpe Ratio

PEX:

0.24

TYD:

0.46

Sortino Ratio

PEX:

0.46

TYD:

0.79

Omega Ratio

PEX:

1.07

TYD:

1.09

Calmar Ratio

PEX:

0.23

TYD:

0.15

Martin Ratio

PEX:

1.07

TYD:

0.80

Ulcer Index

PEX:

4.00%

TYD:

11.39%

Daily Std Dev

PEX:

17.54%

TYD:

19.75%

Max Drawdown

PEX:

-49.17%

TYD:

-64.28%

Current Drawdown

PEX:

-7.17%

TYD:

-58.04%

Returns By Period

In the year-to-date period, PEX achieves a -1.39% return, which is significantly lower than TYD's 7.81% return. Over the past 10 years, PEX has outperformed TYD with an annualized return of 6.01%, while TYD has yielded a comparatively lower -3.62% annualized return.


PEX

YTD

-1.39%

1M

-1.91%

6M

1.29%

1Y

5.26%

5Y*

14.42%

10Y*

6.01%

TYD

YTD

7.81%

1M

2.11%

6M

0.24%

1Y

11.40%

5Y*

-15.54%

10Y*

-3.62%

*Annualized

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PEX vs. TYD - Expense Ratio Comparison

PEX has a 3.13% expense ratio, which is higher than TYD's 1.09% expense ratio.


Expense ratio chart for PEX: current value is 3.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PEX: 3.13%
Expense ratio chart for TYD: current value is 1.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TYD: 1.09%

Risk-Adjusted Performance

PEX vs. TYD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PEX
The Risk-Adjusted Performance Rank of PEX is 3838
Overall Rank
The Sharpe Ratio Rank of PEX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of PEX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of PEX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of PEX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of PEX is 4242
Martin Ratio Rank

TYD
The Risk-Adjusted Performance Rank of TYD is 4545
Overall Rank
The Sharpe Ratio Rank of TYD is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of TYD is 5555
Sortino Ratio Rank
The Omega Ratio Rank of TYD is 4848
Omega Ratio Rank
The Calmar Ratio Rank of TYD is 3232
Calmar Ratio Rank
The Martin Ratio Rank of TYD is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PEX vs. TYD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Global Listed Private Equity ETF (PEX) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for PEX, currently valued at 0.24, compared to the broader market-1.000.001.002.003.004.00
PEX: 0.24
TYD: 0.46
The chart of Sortino ratio for PEX, currently valued at 0.46, compared to the broader market-2.000.002.004.006.008.00
PEX: 0.46
TYD: 0.79
The chart of Omega ratio for PEX, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
PEX: 1.07
TYD: 1.09
The chart of Calmar ratio for PEX, currently valued at 0.23, compared to the broader market0.002.004.006.008.0010.0012.00
PEX: 0.23
TYD: 0.15
The chart of Martin ratio for PEX, currently valued at 1.07, compared to the broader market0.0020.0040.0060.00
PEX: 1.07
TYD: 0.80

The current PEX Sharpe Ratio is 0.24, which is lower than the TYD Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of PEX and TYD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.24
0.46
PEX
TYD

Dividends

PEX vs. TYD - Dividend Comparison

PEX's dividend yield for the trailing twelve months is around 14.45%, more than TYD's 3.26% yield.


TTM20242023202220212020201920182017201620152014
PEX
ProShares Global Listed Private Equity ETF
14.45%14.11%13.02%1.77%13.64%5.52%7.94%4.72%24.26%4.32%12.50%6.28%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.26%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.64%0.00%

Drawdowns

PEX vs. TYD - Drawdown Comparison

The maximum PEX drawdown since its inception was -49.17%, smaller than the maximum TYD drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for PEX and TYD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.17%
-58.04%
PEX
TYD

Volatility

PEX vs. TYD - Volatility Comparison

ProShares Global Listed Private Equity ETF (PEX) has a higher volatility of 12.82% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 7.74%. This indicates that PEX's price experiences larger fluctuations and is considered to be riskier than TYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.82%
7.74%
PEX
TYD